+157.0%
MKSI vs FE
+11.4%
+145.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.8% | +4.2% |
| 7D | +1.8% | +1.9% | -0.2% | +2.1% |
| 30D | -16.8% | -1.2% | -15.6% | -16.9% |
| 3M | -21.1% | +3.5% | -24.6% | -21.1% |
| 6M | +10.8% | -6.1% | +16.9% | +12.4% |
| YTD | +63.3% | +7.6% | +55.7% | +65.0% |
| 1Y | +157.0% | +11.9% | +145.1% | +176.5% |
| All | +157.0% | +11.4% | +145.6% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling